-99.9%
BIYA vs LH
+60.3%
-160.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +9.0% | +1.1% | +7.9% | +8.7% |
| 30D | -12.9% | +16.7% | -29.7% | -16.5% |
| 3M | -54.7% | +15.1% | -69.8% | -56.4% |
| 6M | -85.1% | +46.3% | -131.4% | -86.0% |
| YTD | -96.9% | +48.8% | -145.6% | -97.1% |
| 1Y | -98.5% | +39.7% | -138.2% | -98.6% |
| All | -99.9% | +60.3% | -160.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling